Based primarily on the real life of a Lithuanian girl, Danguole Rasalaite, who ended up in Sweden after her mother took off and went to America. The film follows the events of Danguole's life pretty closely, with the main exception of the boy Volodja, who is entirely fictional.
Oksana Akinshina and director Lukas Moodysson had to communicate through an interpreter because Oksana spoke neither English nor Swedish at the time.
The money shown in the movie is the currency of Estonia (100 crown bills).
The protagonist Lilya's home country is never specified in the movie and the filmmaker has revealed only that the plot takes place in an unnamed former republic of the Soviet Union. However, the real life inspiration for Lilya was from Lithuania and many outdoor scenes were shot in Paldiski, Estonia, a former nuclear submarine training center for the Soviet Navy.
The assistant director, Alexandra Dahlström, can be seen on a balcony when Lilja is writing "Lilja 4-ever" on the bench.